They ran to the village and found their way to Mary and Joseph, and there was the baby, lying in the manager. The shepherds told everyone what had happened, and what the angel had said to them about this child. All who heard the shepherd's story expressed astonishment, but Mary quietly treasured these things in her heart, and often thought about them. Then the shepherds went back again to their fields and flocks, praising God for the visit of the angels, and because they had seen the child, just as the angel had told them.
This scripture was taken from Luke 2: 1-20 The Living Bible Translation
The fact that the shepherds were the first to see the baby Jesus is not surprising, for He came to be the Sheep( the ultimate sacrifice) for you and I. His teachings, his death, his resurrection and his ascension are documented in the Bible and because He came.... We can live. All it takes is to Believe.